Developed World ex-US 40/60 Momentum vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Tyler Golden Butterfly Portfolio obtained a 5.42% compound annual return, with a 8.37% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 40%
Fixed Income 60% 40%
Commodities 0% 20%
10 Years Stats Return +3.47% +5.42%
Std Dev 6.79% 8.37%
Max Drawdown -19.40% -17.79%
All time Stats
(Since Aug 2009)
Return +5.07% +7.28%
Std Dev 6.96% 7.92%
Max Drawdown -19.40% -17.79%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Tyler Golden Butterfly Portfolio +1.11 +5.17 +7.94 +5.99 +5.42 +7.28
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since March 2014, now would be worth 1.70$, with a total return of 69.55% (5.42% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since August 2009, now would be worth 2.79$, with a total return of 178.71% (7.28% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.36% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.01
-3.27% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.58
-3.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.91
-2.61% Feb 2018 Feb 2018 (1) Aug 2018 (7) 1.44
-2.45% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.41
-2.01% Jul 2014 Jul 2014 (1) Aug 2014 (2) 1.16
-1.83% May 2019 May 2019 (1) Jun 2019 (2) 1.05
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.83% May 2016 May 2016 (1) Jun 2016 (2) 0.48

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.84% Apr 2013 Jun 2013 (3) Sep 2013 (6) 1.60
-3.36% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.01
-3.27% Sep 2014 Sep 2014 (1) Dec 2014 (4) 1.58
-3.05% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.91
-3.00% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.73
-2.77% May 2010 Jun 2010 (2) Sep 2010 (5) 1.54
-2.61% Feb 2018 Feb 2018 (1) Aug 2018 (7) 1.44
-2.45% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.41

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+2.78%
0.00%
-0.45%
-1.54%
2023
+10.84%
-4.47%
+11.98%
-8.07%
2022
-14.37%
-19.07%
-13.35%
-17.79%
2021
+1.27%
-2.17%
+9.35%
-2.45%
2020
+11.65%
-7.72%
+13.93%
-7.16%
2019
+14.52%
-0.27%
+18.03%
-1.83%
2018
-4.03%
-6.00%
-4.03%
-6.37%
2017
+11.62%
-0.20%
+10.96%
-0.32%
2016
+2.96%
-4.27%
+10.82%
-3.36%
2015
+0.07%
-5.38%
-3.71%
-6.25%
2014
+1.57%
-1.52%
+9.13%
-3.27%
2013
+8.39%
-5.17%
+6.26%
-3.84%
2012
+12.90%
-3.09%
+8.84%
-2.43%
2011
-0.59%
-8.94%
+8.86%
-3.00%
2010
+10.77%
-4.04%
+16.54%
-2.77%